+196.4%
EWT vs MSFU
+85.8%
+110.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -4.8% | +10.6% | +6.8% |
| 7D | +3.2% | -12.7% | +15.9% | +6.0% |
| 30D | -12.3% | -9.0% | -3.3% | -10.8% |
| 3M | -3.6% | +2.9% | -6.5% | -4.6% |
| 6M | +3.1% | +43.5% | -40.4% | -5.9% |
| YTD | +57.7% | -2.4% | +60.1% | +55.1% |
| 1Y | +60.3% | -13.5% | +73.7% | +62.3% |
| 3Y | +163.4% | +19.2% | +144.2% | +134.4% |
| All | +196.4% | +85.8% | +110.7% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MSFU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling